+97.2%
TFC vs AG
+64.8%
+32.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.3% | +12.5% | -14.8% | -2.8% |
| 3M | +2.5% | +28.2% | -25.7% | +1.3% |
| 6M | +9.5% | -18.8% | +28.3% | +9.9% |
| YTD | +5.1% | +27.4% | -22.3% | +3.3% |
| 1Y | +15.5% | +132.2% | -116.7% | +10.3% |
| 3Y | +95.2% | +286.9% | -191.7% | +80.3% |
| 5Y | +14.5% | +72.8% | -58.3% | +7.6% |
| 10Y | +97.2% | +74.6% | +22.6% | +84.9% |
| All | +97.2% | +64.8% | +32.4% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling